Bayes' theorem as two rectangles
bayes is one function. Everything below came out of it during this
build, at parameters taken from the essays rather than invented for this page — so a figure
here is the same figure a reader meets in an essay, and if the generator changes, this page
changes with it.
With nothing chosen
A fixed p-value favours the null more as the sample grows
The same peak over a narrower strip
The most a p-value can say against the null
The bar for evidence rises with the sample
Tuning the alternative buys at most two to one
What it checks while it draws
Collected by running the family and recording what it asserted, not written here. The count is how many separate times the claim was put to the test while these drawings were made.
- 0.3 and 0.7 are equally far from a fair coin ×1
- a coin with bias 0.6 reaches twenty to one almost always ×1
- a halfer told it is the first day moves above one half ×1
- a p-value of 0.05 is worth at most about 2.46 to one ×1
- a positive result is evidence for and a negative against ×1
- a prior with thinner tails has a finite expected amount ×1
- a thirder told it is the first day comes back to one half ×1
- adding decibels is multiplying odds ×1
- and at seven days it is 13/27 ×1
- and at three doors it is two thirds ×1
- and it is above a half for every pair ×1
- and the boy–boy block holds 2d − 1 of them ×1
- at a hundred million tosses even odds need about four standard errors ×1
- at a trillion tosses the Bayes boundary sits more than two standard errors above the iterated-logarithm envelope ×1
- at every middle amount the other envelope is worth 5/4 as much on average ×1
- at one awakening every account agrees on one half ×1
- at p = 0.05 and a million tosses the fair coin is favoured by more than a hundred to one ×1
- at p = 0.05 even the best single bias makes the result only about 6.8 times likelier than a fair coin ×1
- at p = 0.05 the uniform alternative and the fair coin are at even odds somewhere between 50 and 100 tosses ×1
- at the same z-score the best bias beats a fair coin by the same factor, about 6.8, at every sample size ×1
- at η near (1 − ρ)/(1 + ρ) the coverage is back to 95% ×1
- averaged over what might be seen, switching gains exactly nothing ×1
- Broome's partial sums grow without bound ×1
- combining p-values while choosing whether to continue inflates the error well past five per cent ×1
- each test alone keeps its false-positive rate ×1
- every order of the evidence ends at the same odds ×1
- every run ends almost certain of the bias 0.6, which is false ×1
- everybody has it, so everybody positive has it ×1
- fewer than one fair coin in twenty ever shows twenty to one against fairness ×1
- however the spread is chosen, p = 0.05 favours the biased coin by at most about two to one ×1
- Jahn's 104,490,000 trials: p below 0.0005 and the fair coin favoured about twelve to one ×1
- no fixed bet grows faster than the true likelihood ratio ×1
- nobody has it, so nobody who tests positive has it ×1
- one of the two strategies wins, and only one ×1
- one ticket a run is fair at one half ×1
- one ticket an awakening is fair at 1/(wakes + 1) ×1
- one to five positive likelihood ratios ×1
- prior is a probability, between 0 and 1 ×1
- seeing 1, the other is surely 2 ×1
- seeing any larger amount, the other is double with probability 2/5 ×1
- so its expected value is 1.1 times the amount seen ×1
- some fair coin leaves the 5% band at least four times ×1
- specificity is a probability, between 0 and 1 ×1
- staying wins as often as the first pick was right ×1
- switching gets better with more doors ×1
- switching wins two thirds against a host who knows, and half against one who does not ×1
- tails brings between 1 and 8 awakenings ×1
- the answer falls as the detail becomes commoner ×1
- the answer rises with the base rate ×1
- the area under the likelihood ratio is the Bayes factor for the biased coin ×1
- the asked families settle near 1/3 ×1
- the average over a uniform bias is many times smaller at the larger sample ×1
- the awakenings settle near one share in wakes + 1 ×1
- the bound is the best calibrator ×1
- the calibration −1/(e p ln p) puts p = 0.05 at about 2.5 to one ×1
- the chance of the larger is a half plus half the chance the threshold falls between the two ×1
- the closest hypothesis in Kullback–Leibler divergence is 0.6 ×1
- the count is the formula (2 − p)/(4 − p) ×1
- the coverage is what the inflated variance predicts ×1
- the curve agrees with the grid count ×1
- the error rate is near Wald's bound 1/(1 + 10^(threshold/10)) ×1
- the formula is the kept area ×1
- the four cells fill the square ×1
- the game needs at least three doors ×1
- the halfer's square gives heads one half ×1
- the ignorant host's story throws two of the six worlds away ×1
- the ignorant-host variant is only drawn at three doors, where switching has one meaning ×1
- the iterated-logarithm envelope has passed 1.96 ×1
- the kept area gives the protocol's answer ×1
- the largest pair is 2^N and 2^(N+1), N between 2 and 10 ×1
- the learned product passes 20, and a fresh prior in every study falls behind it ×1
- the marked row and column share one cell ×1
- the met-a-child families settle near 1/2 ×1
- the mixture's rate rises towards the best rate ×1
- the more the errors are shared, the less the second test adds ×1
- the only news drawn is that it is the first day ×1
- the paths differ on the way ×1
- the product of e-values passes 20 at most one time in twenty, whatever the continuation rule ×1
- the product of learned e-values is the Bayes factor of all the tosses pooled ×1
- the question is any, older or met ×1
- the runs settle near one half ×1
- the same coin's Bayes factor never reaches twenty to one ×1
- the shaded fraction is Bayes' theorem ×1
- the share of fair coins whose Bayes factor ever reaches k stays below 1/k ×1
- the single bet beats the uniform prior near its own guess and is blind to a coin that favours tails ×1
- the spread that suits the biased coin best shrinks with the sample ×1
- the thirder's square gives heads one share in wakes + 1 ×1
- the trait takes between 1 and 12 values ×1
- the two curves are mirror images about one half ×1
- the two strategies exhaust the possibilities ×1
- the typical Bayes factor falls steadily as tosses accumulate ×1
- the typical stopping point is of the same order as the fixed sample a 5% test with 80% power needs ×1
- the view is one of sweep, monty, monty-scale, children, tuesday, trait, mention, children-sim, beauty, beauty-sim, beauty-bets, beauty-many, oddsladder, oddsorders, oddsdependent, oddssequential, oddsworth, envbounded, envbroome, envexpect, envsim, envthreshold, misclosest, miskl, misdrift, mistie, miscover, mistemper, lindhero, lindlike, lindbound, lindthresh, lindprior, oshero, ospath, osville, osmean, osboundary, ospower, evhero, evcont, evgrow, evcost, evconvert, evprior ×1
- the walk's slope is the difference of the two divergences ×1
- the worlds fill the square ×1
- the z-score for even odds is close to √ln(2n/π) ×1
- under a fair coin the Bayes factor for a coin of unknown bias averages exactly one at every number of tosses ×1
- watched for 200 tosses, a fair coin passes 20 at most one time in twenty ×1
- watching after every toss, more than half of fair coins reach p < 0.05 within 100,000 tosses ×1
- watching for twenty to one needs more tosses than a single test at five per cent ×1
- with no shared cause the product is exact ×1
- with the number of studies fixed in advance, Fisher's method holds its level ×1
Where it is called
Every figure on this list is drawn by the same rule, so a change to the rule changes all of them at once. That is why the list is published.
A result at five per cent that favours the null
Toss a coin a million times and find a count of heads exactly at the edge of significance, p = 0.05. A test at the usual level rejects fairness. A Bayes factor comparing a fair coin with a coin of unknown bias says the opposite, by 117 to one. Both computations are right, and the sample size that separates them is about seventy-six tosses.
ProbabilityBayes' theorem is a picture of a square
A test that is 99% accurate returns a positive result. The chance it is right can easily be under one in five, and the reason is visible the moment the population is drawn as a square rather than described as a formula.
ProbabilityCertain of a coin that is not there
Bayes' theorem is exact, and it is only as good as the list of hypotheses it is given. Hand it a list that leaves out the truth and it does not hesitate: it becomes certain of the entry that is least wrong, in a precise sense — the one closest in Kullback–Leibler divergence — and if two entries are equally wrong it never settles at all. Hand it a model that assumes independence where there is none, and its intervals shrink as fast as they would for honest data while covering the truth less and less often.
ProbabilityEvidence measured in decibans
Write a probability as odds and take the logarithm, and every piece of evidence becomes a length. A positive result on a good test is thirteen decibans; a negative one is minus twenty. Lay the lengths end to end from the prior and the posterior is where they stop, in any order. The rule fails in exactly one way — when two pieces of evidence share a cause — and Turing built a code-breaking method on the arithmetic.
ProbabilityEvidence that can be multiplied
A p-value from one study and a p-value from the next cannot simply be multiplied, and a researcher who decides whether to run the next study by looking at the last one quietly breaks the rule that combines them. An e-value — a number whose average under the null is at most one — can be multiplied, study after study, under any rule for continuing, and never passes twenty to one more than one time in twenty. What it costs is tosses, and what it demands is a decision about which alternatives to be good at finding.
ProbabilityOne coin, counted by runs and by wakings
Beauty is put to sleep and a fair coin is tossed. Heads, she is woken once; tails, twice, with the first waking erased from her memory. Each time she wakes she is asked how likely heads is. One half, say some; one third, say others; and unlike every earlier puzzle of this kind, stating the protocol exactly does not end the argument.
ProbabilityPeeking until the answer is yes
Toss a fair coin, test for bias after every toss, and stop the moment the result is significant at 5%. Within a thousand tosses nearly half of fair coins have been declared biased, and with no limit on the tosses every one of them is. Watch a Bayes factor the same way, stopping at twenty to one, and no amount of watching gets more than one fair coin in twenty past the line.
ProbabilityThe door that was not opened
Three doors, one prize, a host who opens a losing door and offers a swap. Switching wins two times in three, and the reason is not about doors — it is about what the host was allowed to do.
ProbabilityThe envelope that always looks better
Two envelopes, one holding twice as much as the other. Open one, see an amount, and reason that the other holds double or half with equal chance — so switching gains a quarter on average. By symmetry the same argument says switch back. The step that fails is not the arithmetic; it is the claim that double and half are equally likely whatever amount is seen, which no honest prior allows — and there is one prior under which the other envelope really does look better at every amount.
ProbabilityTwo children and the sentence about one of them
A family has two children and at least one is a boy. The chance that both are boys is one in three — or one in two, or anything from one in three to certainty — and every one of those answers is right for some way the sentence could have come to be said. There is no host and no door, and the protocol is still the whole problem.